I'm going to preface this with a warning that Deflemask really doesn't handle the C64 very well. Once you start making better and more complicated music you WILL run into huge problems on top of the basic ones that exist.

So far I have only found 1 SID player that works on hardware. Any others will crash. An important thing to note about that .sid player is that the refresh rate for the .SID must match that of the Commodore 64 it's playing back on.

An alternate playback method that I like is PlaySID ST. It's a SID player that works on the Atari ST and has a really different but nice sound and plays back much better on the ST hardware than the C64 hardware. Plus it will play back a .SID at NSTC or PAL speed (I have not tried any other speed).

As RazerBlue6 said a .SID file is not a ROM file. You will need a .prg or .d64 file, which PSID64 will handle for you.

A word of warning though, if you're trying to make something really complicated and your .SID export is coming out as 0 bytes then you wont be able to to export it because of how Deflemask handles exporting.